-15.5%
BTDR vs PTC
-37.0%
+21.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -3.2% | -14.2% | +11.0% | -4.1% |
| 30D | +32.7% | -14.4% | +47.1% | +31.5% |
| 3M | -28.4% | -4.7% | -23.7% | -27.4% |
| 6M | +51.7% | -19.3% | +71.0% | +68.5% |
| YTD | +2.9% | -26.1% | +29.0% | +25.3% |
| 1Y | -15.5% | -37.1% | +21.6% | +48.2% |
| All | -15.5% | -37.0% | +21.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling